+449.8%
SOXL vs GPC
-1.9%
+451.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.8% | -7.2% | -7.6% |
| 7D | +8.5% | -1.8% | +10.2% | +9.4% |
| 30D | -13.0% | +0.1% | -13.0% | -13.3% |
| 3M | -35.9% | +37.4% | -73.3% | -50.4% |
| 6M | +112.1% | +25.4% | +86.6% | +75.0% |
| YTD | +175.4% | +12.2% | +163.2% | +137.9% |
| 1Y | +304.9% | -0.3% | +305.2% | +283.3% |
| All | +449.8% | -1.9% | +451.7% | +357.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded GPC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling